+506.6%
APP vs GIS
-28.9%
+535.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.7% |
| 7D | +61.1% | +1.5% | +59.6% | +61.5% |
| 30D | +42.8% | +9.2% | +33.6% | +46.2% |
| 3M | +16.7% | -5.4% | +22.0% | +15.3% |
| 6M | -15.6% | +3.4% | -19.0% | -14.4% |
| YTD | -41.3% | -20.5% | -20.8% | -45.5% |
| 1Y | -39.3% | -20.0% | -19.3% | -43.3% |
| 3Y | +803.2% | -38.6% | +841.8% | +681.8% |
| 5Y | +313.2% | -33.1% | +346.2% | +292.1% |
| All | +506.6% | -28.9% | +535.5% | +480.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling